Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 75.075922 85.455169 97.690656 113.445108 133.607174 159.167314 195.128621
2024-12-15 60.493016 72.749791 88.612715 111.488666 145.266841 196.549748 288.601144
2024-12-22 50.839303 62.821402 79.081408 104.006672 143.999410 212.150697 358.571400
2024-12-29 47.594256 60.525838 78.996864 109.334206 163.110101 269.681539 570.326036
2025-01-05 43.488266 56.313739 75.244782 107.800398 169.700713 307.433913 805.161507
2025-01-12 39.788324 52.192652 70.942017 104.305057 171.274649 335.271007 1088.811041
2025-01-19 36.111730 47.723519 65.518507 97.828741 164.857829 339.366866 1295.475122
2025-01-26 35.954222 48.526678 68.569759 107.186930 195.828433 478.990358 3930.051137
2025-02-02 35.927458 49.497131 71.994687 118.081793 236.393932 727.883096 128207.831540
2025-02-09 34.882511 48.708075 72.234378 122.502940 262.551400 990.955851 NaN
2025-02-16 33.396281 47.052125 70.699924 122.714932 276.422684 1238.091297 NaN
2025-02-23 32.207667 45.794475 69.750797 124.074406 295.278265 1644.538570 NaN
2025-03-02 30.525934 43.723359 67.335130 122.238665 305.076125 2117.583650 NaN
2025-03-09 29.054052 41.926903 65.304279 121.101019 318.301331 2938.538516 NaN
2025-03-16 26.982401 38.940283 60.659308 112.511632 295.883923 2740.518893 NaN
2025-03-23 26.545459 38.790525 61.598200 118.561372 343.081674 6616.409323 NaN
2025-03-30 25.426948 37.342740 59.764654 116.818913 352.560181 10958.071459 NaN
2025-04-06 24.212659 35.649652 57.282328 112.856956 348.234753 14949.396645 NaN
2025-04-13 22.798345 33.527112 53.770601 105.541595 322.246528 11768.722271 NaN
2025-04-20 22.972517 34.298114 56.343331 116.122910 409.637468 NaN NaN
2025-04-27 23.172954 35.130411 59.160923 128.528284 540.663002 NaN NaN
2025-05-04 22.823970 34.898561 59.607257 133.588331 630.896640 NaN NaN
2025-05-11 22.202276 34.104043 58.698022 133.831329 676.786072 NaN NaN